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institution

École Supérieure des Sciences Économiques et Commerciales

France

59 papers here433 citations across 59
fields
  • math.OC13
  • math.ST12
  • stat.ML9
  • stat.ME7
  • math.PR5
  • econ.EM3
  • math.CA2
  • q-fin.RM2
ROR 02dga6j42OpenAlex

affiliations via OpenAlex

output
20052026
most citedOperational Research: Methods and Applications

120 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

  • M. Kratz14 · h 15
  • O. Klopp7 · h 15
  • Ivana Ljubić2 profiles5 · h 4
  • Pierre Alquier2 profiles5 · h 25
  • C. Archetti4 · h 47
  • J. Heng4 · h 12
  • Markus Sinnl4 · h 17
  • I. Ljubić2 profiles3 · h 33
  • Kübra Tanınmış3 · h 4
  • M. Cadena3 · h 6
  • M. Cerulli3 · h 6
  • Olga Klopp2 profiles3 · h 2
collaborating institutions
  • CY Cergy Paris UniversitéFR30 papers
  • ESSEC Business SchoolSG11 papers
  • Centre de Recherche en Économie et StatistiqueFR10 papers
  • Johannes Kepler University of LinzAT4 papers
  • Sorbonne UniversitéFR4 papers
  • Université Paris CitéFR4 papers
  • Centre for Research in Engineering Surface TechnologyIE3 papers
  • Mathématiques Appliquées à Paris 5FR3 papers
  • Center for Responsible TravelUS2 papers
  • Decision Sciences (United States)US2 papers
  • Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR2 papers
  • ENSAE ParisFR2 papers
Showing 2025 · stat.MEShow all

1 paper · 2 filters

stat.ME2025

Multivariate Discrete Generalized Pareto Distributions: Theory, Simulation, and Applications to Dry spells

Samira Aka, Marie Kratz, Philippe Naveau

This article extends the multivariate extreme value theory (MEVT) to discrete settings, focusing on the generalized Pareto distribution (GPD) as a foundational tool. The purpose of…

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